Some test models I'm working on, compared to my discretionary models, and Profunds UltraOTC Fund
Recent performance only
|
Some test models I'm working on, compared to my discretionary models, and Profunds UltraOTC Fund |
Recent performance only |
The chart(s) below are for my own reference.
Using NDX to trade UltraOTC / UltraShortOTC / money market Profunds. Since Feb 22, 1999.
(a) Original
(b) en-cash
(c) ch-inside-cash
Using SPX to trade UltraBull / UltraBear / money market Profunds. Since Jan 10, 2000.
(a)
Original
(b) en-cash
(c) ch-inside-cash
Aggressive
Hedge II(a); NDX(a) divided by SPX(a).
Aggressive Hedge II(b)SPX vs. SPX, (log scale)
Aggressive
Hedge II(b)NDX vs. NDX (log scale)
Aggressive
Hedge II (diversified), Favored Fund, and 50/50 combined
Aggressive
Hedge II Diversified vs. Diversified Long Only